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Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects

Hyungsik Roger Moon, Martin Weidner

arXiv 1 May 2026 · Econometrics

arXiv:2605.00614 · PDF · Extracted main text

Abstract

In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed effects. Assuming that the number of factors used in estimation is larger than the true number of factors in the data, we establish the limiting distribution of the LS estimator for the regression coefficients as the number of time periods and the number of cross-sectional units jointly go to infinity. The main result of the paper is that under certain assumptions the limiting distribution of the LS estimator is independent of the number of factors used in the estimation, as long as this number is not underestimated. The important practical implication of this result is that for inference on the regression coefficients one does not necessarily need to estimate the number of interactive fixed effects consistently.

Citation extraction

45
references
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in-text mentions
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distinct cited
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Onatski, A (2010) Determining the number of factors from empirical distribution of eigenvalues1.00063100%
2Bai, J. and Ng, S (2002) Determining the number of factors in approximate factor models0.92843100%
3Bai, J (2009) Panel data models with interactive fixed effects0.874361167%
4Kim, D. and Oka, T (2014) Divorce law reforms and divorce rates in the usa: An interactive fixed-effects approach0.87492100%
5Moon, H. and Weidner, M (2013) Dynamic Linear Panel Regression Models with Interactive Fixed Effects self0.83922859%
6Ahn, S. C. and Horenstein, A. R (2013) Eigenvalue ratio test for the number of factors0.73732100%
7Bai, J (2009) Panel data models with interactive fixed effects0.73732100%
8Pesaran, M. H (2006) Estimation and inference in large heterogeneous panels with a multifactor error structure0.73732100%
9Wolfers, J (2006) Did unilateral divorce laws raise divorce rates? a reconciliation and new results0.69371100%
10Ahn, S. C., Lee, Y. H., and Schmidt, P (2001) GMM estimation of linear panel data models with time-varying individual effects0.6443267%

Showing the top 10 of 77 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects1.000177
2Linear Multidimensional Regression with Interactive Fixed-Effects1.00094
3Synthetic Difference in Differences1.00063
4Nonlinear Factor Models for Network and Panel Data1.00054
5Nuclear Norm Regularized Estimation of Panel Regression Models1.00053
6Linear Panel Regressions with Two-Way Unobserved Heterogeneity0.965103
7Robust Estimation and Inference in Panels with Interactive Fixed Effects0.874125
8How well can we learn large factor models without assuming strong factors?0.87472
9Inference in Unbalanced Panel Data Models with Interactive Fixed Effects0.794167
10Dynamic Linear Panel Regression Models with Interactive Fixed Effects0.794169